\name{RTAQ-package}
\alias{RTAQ-package}
\alias{RTAQ}
\docType{package}
\title{
RTAQ: Tools for the analysis of trades and quotes in R}

\description{
The Trades and Quotes data of the New York Stock Exchange is a popular input for the implementation of intraday trading strategies, the measurement of liquidity and volatility and investigation of the market microstructure, among others. This package contains a collection of R functions to carefully clean and match the trades and quotes data, calculate ex post liquidity and volatility measures and detect price jumps in the data.}

\details{
\tabular{ll}{
Package: \tab RTAQ\cr
Type: \tab Package\cr
Version: \tab 0.1\cr
License: \tab GPL \cr
LazyLoad: \tab yes \cr
}
}

\author{
Kris Boudt, Jonathan Cornelissen

Maintainer: Jonathan Cornelissen <Jonathan.cornelissen@econ.kuleuven.be>
}

%\references{
%~~ Literature or other references for background information ~~
%}

%\keyword{ package, trades, quotes, NYSE, high-frequency, volatility, liquidity }
%\keyword{ volatility}

%\seealso{
%~~ Optional links to other man pages, e.g. ~~
%~~ \code{\link[<pkg>:<pkg>-package]{<pkg>}} ~~
%}
%\examples{
%~~ simple examples of the most important functions ~~
%}
